+1,250.4%
VUG vs LNT
+1,088.3%
+162.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -0.3% | -3.2% | +2.9% | +1.0% |
| 3M | -0.7% | -4.1% | +3.4% | +0.7% |
| 6M | +14.6% | -4.6% | +19.2% | +16.2% |
| YTD | +9.0% | +7.0% | +2.0% | +4.7% |
| 1Y | +14.9% | +8.3% | +6.6% | +9.5% |
| 3Y | +86.0% | +51.0% | +35.0% | +48.7% |
| 5Y | +76.7% | +30.2% | +46.5% | +49.0% |
| 10Y | +411.3% | +143.6% | +267.7% | +199.5% |
| All | +1,250.4% | +1,088.3% | +162.1% | +231.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling